+4,251.4%
ASX vs MKTX
+1,471.9%
+2,779.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | -20.4% | +0.9% | -21.4% | -20.6% |
| 3M | -2.1% | +2.7% | -4.8% | -2.7% |
| 6M | +8.2% | +15.6% | -7.4% | +3.9% |
| YTD | +137.3% | -7.0% | +144.3% | +137.8% |
| 1Y | +155.0% | -1.2% | +156.2% | +151.9% |
| 3Y | +397.9% | -22.2% | +420.1% | +403.6% |
| 5Y | +529.2% | -53.7% | +583.0% | +604.3% |
| 10Y | +1,007.5% | +13.0% | +994.5% | +882.3% |
| All | +4,251.4% | +1,471.9% | +2,779.5% | +1,546.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling